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A limit theorem for the Robbins-Monro approximation

✍ Scribed by P. Major; P. Révész

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Normal approximation and large deviation

✍ Michael Woodroofe 📂 Article 📅 1972 🏛 Springer 🌐 English ⚖ 433 KB

A stopping rule for the Robbins-Monro me

✍ G. Yin 📂 Article 📅 1990 🏛 Springer 🌐 English ⚖ 973 KB

Necessary and sufficient conditions for

✍ Dean S. Clark 📂 Article 📅 1984 🏛 Elsevier Science 🌐 English ⚖ 371 KB

On robustness of the Robbins-Monro metho

✍ G. Yin; Y.M. Zhu 📂 Article 📅 1989 🏛 Elsevier Science 🌐 English ⚖ 418 KB

An invariance principle for the Robbins-

✍ H. Walk 📂 Article 📅 1977 🏛 Springer 🌐 English ⚖ 575 KB

The Averaged Robbins – Monro Method for

✍ Jürgen Dippon; Harro Walk 📂 Article 📅 2006 🏛 Springer US 🌐 English ⚖ 208 KB